-64.8%
CSGP vs PLUG
-91.8%
+27.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -2.7% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +2.3% | +3.3% | -1.0% | +1.9% |
| 3M | -8.2% | -39.7% | +31.6% | -4.3% |
| 6M | -35.1% | -12.5% | -22.6% | -35.5% |
| YTD | -54.0% | +10.2% | -64.2% | -55.7% |
| 1Y | -65.3% | +50.7% | -116.0% | -68.5% |
| 3Y | -62.6% | -74.5% | +11.9% | -61.7% |
| All | -64.8% | -91.8% | +27.1% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling